"Mm, I'm glad to hear it. Otherwise, I would have come back as a ghost and haunted you."
Zemo was making a joke to hide the fact that he was actually touched by what Bucky had said. The baron entirely expected the opposite; that Bucky would have been delighted to see him dead. True, Bucky had been given a golden opportunity to end his life before the monument in Sokovia and hadn't done it. But just because he hadn't pulled the trigger himself didn't mean he wouldn't enjoy seeing someone else's handiwork.
He leaned in closer, his eyes focused on his perfectly even stitches. "I know it sounds.. odd, but I miss Sam quite a bit. He'd tell me stories about you when you weren't around. That dating apps frustrate you, that you.. jumped out of a plane without a parachute?" Zemo briefly lifted his brows at Bucky. "That must have been an unpleasant fall."
Those talks with Sam had actually shaped Zemo's opinion of Bucky. They had humanized the Winter Soldier. They made him a real person, reminded him that Bucky was more than just HYDRA's weapon. The stories had also caused Zemo to pay closer attention to Bucky and see these things for himself. And he had. He absolutely had. "Yes, I miss Sam and his wit almost every day. But we should also count our blessings, shouldn't we? At least our good friend John Walker isn't here, right?"
At that, Zemo snickered. Because Walker's presence would likely be more unpleasant than his own, arguably. Walker was certainly much more vocal and wasn't afraid to make his presence known whereas Zemo tried to fly under the radar.
Zemo reached for the scissors, cutting the medical thread. He then grabbed some alcohol wipes, rubbing away whatever blood remained around the now-closed gash. "There, all done. I wish I had a lollipop to give you. You've been a good boy."